+8.5%
CRCL vs TLN
+19.4%
-10.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -1.9% |
| 7D | -12.5% | +2.0% | -14.5% | -13.3% |
| 30D | +26.9% | -12.9% | +39.9% | +33.5% |
| 3M | +14.4% | -7.4% | +21.9% | +16.5% |
| 6M | -23.5% | -6.0% | -17.5% | -22.5% |
| YTD | +13.9% | -16.9% | +30.8% | +18.4% |
| 1Y | -20.6% | -22.6% | +2.1% | -14.2% |
| All | +8.5% | +19.4% | -10.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling